Maximum likelihood and prediction error methods
From MaRDI portal
Cites work
- A Bayesian comparison of different classes of dynamic models using empirical data
- A new look at the statistical model identification
- An approach to adaptive control using real time identification
- Bayesian system identification
- Comparison of different methods for identification of industrial processes
- Consistent estimation of system order
- Convergence analysis of parametric identification methods
- Dynamic system identification. Experiment design and data analysis
- scientific article; zbMATH DE number 3683489 (Why is no real title available?)
- scientific article; zbMATH DE number 65816 (Why is no real title available?)
- scientific article; zbMATH DE number 3490791 (Why is no real title available?)
- scientific article; zbMATH DE number 3577124 (Why is no real title available?)
- scientific article; zbMATH DE number 3599929 (Why is no real title available?)
- scientific article; zbMATH DE number 3639003 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 3428838 (Why is no real title available?)
- scientific article; zbMATH DE number 3251929 (Why is no real title available?)
- scientific article; zbMATH DE number 3335601 (Why is no real title available?)
- scientific article; zbMATH DE number 3395169 (Why is no real title available?)
- scientific article; zbMATH DE number 3397402 (Why is no real title available?)
- scientific article; zbMATH DE number 3103824 (Why is no real title available?)
- Identification of linear, multivariable systems operating under linear feedback control
- Introduction to stochastic control theory
- Maximum likelihood estimation of parameters in multivariate Gaussian stochastic processes (Corresp.)
- Maximum-power validation of models without higher-order fitting
- Model approximations via prediction error identification
- Note on the Consistency of the Maximum Likelihood Estimate
- On Certain Convergence Questions in System Identification
- On the identifiability of parameters
- On the Maximum Likelihood Method of Identification
- On the problem of ambiguities in maximum likelihood identification
- Prediction error identification methods for stationary stochastic processes
- Robust identification
- Selection of the order of an autoregressive model by Akaike's information criterion
- Some geometric questions in the theory of linear systems
- The 1972 Wald Lecture Robust Statistics: A Review
- Theory and applications of adaptive control - a survey
- Theory of the motion of the celestial bodies moving around the Sun in conic sections
- Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model
- Validation of Regression Models: Methods and Examples
Cited in
(57)- Unprejudiced optimal open loop input design for identification of transfer functions
- On the estimation of transfer functions
- Modified maximum likelihood method for the robust estimation of system parameters from very noisy data
- Identification of non-minimum phase linear stochastic systems
- Some properties of the multidimensional complex cepstrum and their relationship to the stability of multidimensional systems
- An output error model and algorithm for electromagnetic system identification
- Estimation of the parameter uncertainty resulting from bounded-error data
- Practical aspects of process identification
- Trends in identification
- Identification of linear dynamic systems using piecewise constant exitations: Use, misuse and alternatives
- Identification of continuous-time AR processes from unevenly sampled data
- Prediction error identification of linear dynamic networks with rank-reduced noise
- Electromagnetic signal processing: An estimation/identification application
- Fault detection and isolation in non-linear systems by using oversized neural networks
- Parameters estimation using sliding mode observer with shift operator
- Variational system identification for nonlinear state-space models
- A general approach to constructing parameter identification algorithms in the class of square root filters with orthogonal and \(J\)-orthogonal tranformations
- Recursive maximum likelihood method for the identification of Hammerstein ARMAX system
- Refined instrumental variable estimation: maximum likelihood optimization of a unified Box-Jenkins model
- A novel APSO-aided maximum likelihood identification method for Hammerstein systems
- Robust estimation in multiple linear regression model with non-Gaussian noise
- Blind signal separation of mixtures of chaotic processes: a comparison between independent component analysis and state space modeling
- IDENTIFICATION OF STOCHASTIC PROCESSES IN PRESENCE OF INPUT NOISE
- Inversion of non-linear stochastic models for the purpose of parameter estimation
- Relations between information criteria for model-structure selection Part 1. The role of bayesian model order estimation
- Regularized pole-placement adaptive control of a liquid-liquid extraction column
- Parametric Identification Based on the Adaptive Unscented Kalman Filter
- Sufficient condition for stable control of discrete-time systems with statistical process model
- Model selection and validation methods for non-linear systems
- Augmented hybrid method for continuous process identification from sampled data with coloured noise
- Application and comparison of different identification schemes under industrial conditions
- Mean levels in nonlinear analysis and identification
- On efficient parametric identification methods for linear discrete stochastic systems
- Frequency domain sample maximum likelihood estimation for spatially dependent parameter estimation in PDEs
- scientific article; zbMATH DE number 1383465 (Why is no real title available?)
- Global convergence conditions in maximum likelihood estimation
- Efficient computation of higher order frequency response functions for nonlinear systems with, and without, a constant term
- Mathematical modeling of parameter identification process of convection-diffusion transport models using the SVD-based Kalman filter
- An automatic tuner with short experiment and probabilistic plant parameterization
- Decomposition of neurological multivariate time series by state space modelling
- A new paradigm for parameter estimation in system modeling
- Spectral density based estimation of continuous-time ARMAX process parameters
- Large signal-to-noise ratio quantification in MLE for ARARMAX models
- Robust parametric identification procedure of stochastic nonlinear continuous-discrete systems
- Automated multi-objective system identification using grammar-based genetic programming
- Multi-task sparse identification for closed-loop systems with general observation sequences
- MIMO system identification using common denominator and numerators with known degrees
- Computing the gradient of the auxiliary quality functional in the parametric identification problem for stochastic systems
- Identification of parameters of convection-diffusion-reaction model and unknown boundary conditions in the presence of random noise in measurements
- A transfer sparse identification method for ARX model
- Parameterizations for large-scale variational system identification using unconstrained optimization
- Identification of additive continuous-time systems in open and closed loop
- Identification of the gain system with quantized observations and bounded persistent excitations
- Differentiating matrix orthogonal transformations
- Towards more precise recursive prediction error algorithms
- Issues in sampling and estimating continuous-time models with stochastic disturbances
- Bayesian system identification via Markov chain Monte Carlo techniques
This page was built for publication: Maximum likelihood and prediction error methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1143360)